Andrea Cosso
Orcid: 0000-0001-6020-0213
According to our database1,
Andrea Cosso
authored at least 4 papers
between 2013 and 2017.
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Bibliography
2017
Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities.
SIAM J. Control. Optim., 2017
Optimal investment with intermediate consumption under no unbounded profit with bounded risk.
J. Appl. Probab., 2017
2016
SIAM J. Control. Optim., 2016
2013
Stochastic Differential Games Involving Impulse Controls and Double-Obstacle Quasi-variational Inequalities.
SIAM J. Control. Optim., 2013